We consider an insurance company whose risk reserve is given by a Brownian motion with drift and which is able to invest the money into a Black–Scholes financial market. As optimization criteria, we treat mean-variance problems, problems with other risk measures, exponential utility and the...

We consider a two-station network with two types of jobs: type 0 jobs require service at station 1 only and type 1 jobs require service both at station 1 and 2 in sequence. Each station has a single server. The problem is to schedule the server at station 1 between the two types of jobs in order...

We consider a two-station network with two types of jobs: type 0 jobs require service at station 1 only and type 1 jobs require service both at station 1 and 2 in sequence. Each station has a single server. The problem is to schedule the server at station 1 between the two types of jobs in order...